What role do futures markets play in Bitcoin pricing? : causality, cointegration and price discovery from a time-varying perspective?
Yang Hu, Yang Greg Hou, Les Oxley
| Year of publication: |
2020
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|---|---|
| Authors: | Hu, Yang ; Hou, Yang ; Oxley, Les |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 72.2020, p. 1-18
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| Subject: | Bitcoin | Cointegration | Futures | Granger causality | Price discovery | Time-varying | Kointegration | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Virtuelle Währung | Virtual currency | Preis | Price | Derivat | Derivative | Zeitreihenanalyse | Time series analysis | Finanzmarktregulierung | Financial market regulation | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2020.101569 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012437354